+203.0%
AMAT vs TT
+124.4%
+78.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +3.8% |
| 7D | -1.5% | -0.2% | -1.3% | -1.3% |
| 30D | -14.8% | -7.4% | -7.4% | -9.4% |
| 3M | -9.3% | -3.2% | -6.1% | -5.6% |
| 6M | +27.4% | +1.1% | +26.3% | +28.8% |
| YTD | +77.6% | +15.6% | +61.9% | +63.2% |
| 1Y | +188.9% | +9.2% | +179.8% | +176.1% |
| All | +203.0% | +124.4% | +78.6% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling